Program for MEG Meeting
Updated October 7, 2002
Friday, October 18, 2002
Pfahl Hall, Fisher College of Business, Ohio State University
12:00 noon Registration desk opens
Lobby outside Room 140, Plaza Level
1:00 p.m. - 1:30 p.m.
Masanori Hashimoto (Chair, Department of Economics, Ohio State University)
Lawrence Marsh (Notre Dame University)
1:30 p.m. - 3:00 p.m. Parallel sessions
Session 1: Nonlinear Time Series
Chair: Donggyu Sul (University of Auckland)
"Identification of coefficients in a quadratic moving average process
using the generalized method of moments"
Richard A. Ashley (Virginia Tech) and Douglas M. Patterson (Virginia Tech)
"Functional-coefficient models under unit root behavior"
Ted Juhl (University of Kansas)
"Further results on the asymptotics for nonlinear transformations of
integrated time series"
Robert M. de Jong (Michigan State University) and Chien-Ho Wang (Michigan State University)
Session 2: Microeconometrics I
Chair: Walter Mayer (University of Mississippi)
"Measurement error in schooling: evidence from a sample of siblings"
Alfonso Flores-Lagunes (University of Arizona) and Audrey Light (Ohio State University)
"Interest rate dispersion due to information asymmetry in the
credit card market"
Sougata Kerr (Ohio State University)
"Determinants of changes in Japanese food consumption
under life-cycle hypothesis using cross-sectional data"
Mauricio Bittencourt (Ohio State University and Federal University of Parana, Brazil), Ratapol Teratanavat (Ohio State University) and Wen S. Chern (Ohio State University)
3:00 p.m. - 3:30 p.m. Break
3:30 p.m. - 5:30 p.m. Parallel sessions
Session 3: Testing I
Chair: Shinichi Sakata (University of Michigan)
"Structural change tests in GMM with weak identification"
Mehmet Caner (University of Pittsburgh)
"Testing equality of two densities using Neyman’s smooth test"
Anil K. Bera (University of Illinois at Urbana-Champaign), Aurobindo Ghosh (University of Illinois at Urbana-Champaign) and Zhijie Xiao (University of Illinois at Urbana-Champaign)
"Consistent testing for structural change at the ends of the sample"
Michael W. McCracken (University of Missouri-Columbia)
"Asymptotic power advantages of long-horizon regression tests"
Nelson C. Mark (Ohio State University) and Donggyu Sul (University of Auckland)
Session 4: Econometric Theory
Chair: Arie Beresteanu (Duke University)
"Distribution of rankings for groups exhibiting heteroskedasticity
Scott Gilbert (Southern Illinois University at Carbondale)
"Quantile regression for the structural equation model"
Roger Koenker (University of Illinois at Urbana-Champaign) and Lingjie Ma (University of Illinois at Urbana-Champaign)
"Accuracy vs. simplicity: a complex trade-off"
Enriqueta Aragones (Institut d’Anąlisi Econėmica, CSIC, Barcelona), Itzhak Gilboa (Tel-Aviv University), Andrew Postlewaite (University of Pennsylvania) and David Schmeidler (Tel-Aviv University and Ohio State University)
"Inference in conditional moment restriction models when there is selection
due to stratification"
Gautam Tripathi (University of Wisconsin-Madison)
6:30 p.m. - 9:00 p.m.
Reception and Dinner
After-dinner presentation: Joel Horowitz (Northwestern University)
Second Floor, Faculty Club, 181 South Oval Drive
Saturday, October 19, 2002
Pfahl Hall, Fisher College of Business, Ohio State University
9:00 a.m. - 10:30 a.m. Parallel sessions
Session 5: Financial Econometrics and Exchange Rates
Chair: Michael McCracken (University of Missouri-Columbia)
"Continuous-time exchange market dynamics with discrete jumps"
Young-Kyu Moh (Ohio State University)
"Confidence intervals for half-life deviations from purchasing powerparity"
Barbara Rossi (Duke University)
Session 6: Bayesian Methods in Econometrics
Chair: Arnold Zellner (University of Chicago)
"Bayesian solutions to graduate admissions and related selection problems"
Lawrence Marsh (University of Notre Dame) and Arnold Zellner (University of Chicago)
"The combined evidence on employment effects of the minimum wage:
a hierarchical Bayes approach"
Jeffrey A. Mills (University of Cincinnati) and Nicolas Williams (University of Cincinnati)
"Bayesian analysis of a switching Poisson regression model with
Murat K. Munkin (University of Tennessee)
Session 7: Nonparametric and Semiparametric Econometrics
Chair: Gautam Tripathi (University of Wisconsin)
"Nonparametric estimation of regression functions under restrictions on
Arie Beresteanu (Duke University)
"Maximum score estimation of binary choice panel data models with
sample selection: an application to Navy officer retention"
Walter J. Mayer (University of Mississippi), Tanja Blackstone (University of Mississippi), Baoping Shang (University of Mississippi) and N. Keith Womer (University of Mississippi)
10:30 a.m. - 11:00 a.m. Break
11:00 a.m. - 12:30 p.m. Parallel sessions
Session 8: Macroeconometrics
Chair: Barbara Rossi (Duke University)
"Business cycle detrending of macroeconomic data via a latent business
Michael Dueker (Federal Rerserve Bank of St Louis) and Charles R. Nelson (University of Washington)
"Forecasting performance of information criteria with many macro series"
Clive W. J. Granger (University of California, San Diego) and Yongil Jeon (Central Michigan University)
"Liquidity, infinite horizons and macroeconomic fluctutations"
Ryo Kato (Ohio State University and Bank of Japan)
Session 9: Testing II
Chair: Lawrence Marsh (University of Notre Dame)
"Adjustments of Rao’s score test for distributional and local parametric
Anil K. Bera (University of Illinois at Urbana-Champaign) and Mann J. Yoon (California State University at Los Angeles)
"A test for unbiased expectations based on qualitative survey data"
Christian M. Dahl (Purdue University)
"A spline Lagrange multiplier test of goodness of fit:
some preliminary results"
J. Huston McCulloch (Ohio State University) and E. Richard Percy (Ohio State University)
Session 10: Microeconometrics II
Chair: Andrew Ching (Ohio State University)
"Propensity score matching: an application in empirical finance"
Xianghong Li (Ohio State University) and Xinlei Zhao (Kent State University)
"Matching as a tool to decompose wage gaps"
Hugo Nopo (Northwestern University)
12:30 p.m. - 2:00 p.m. Break
2:00 p.m. - 4:00 p.m. Parallel sessions
Session 11: Time Series and Panel Data
Chair: Anil Bera (University of Illinois at Urbana-Champaign)
"Prewhitening bias in HAC and panel HAC estimation"
Peter C. B. Phillips (Yale University), Donggyu Sul (University of Auckland) and Chi-Young Choi (University of New Hampshire)
"Asymptotic properties of impulse responses and forecast-error variance
Kyungho Jang (University of Alabama at Birmingham)
"Heteroskedasticity autocorrelation-consistent covariance matrix
estimation with truncated flat kernel"
Chang-ching Lin (University of Michigan) and Shinichi Sakata (University of Michigan)
"The elusive empirical shadow of growth convergence"
Peter C. B. Phillips (Yale University) and Donggyu Sul (University of Auckland)
Session 12: Estimation
Chair: Nelson Mark
"Sequential simulation-based estimation of dynamic discrete games"
Victor Aguirregabiria (Boston University) and Pedro Mira (CEMFI, Madrid)
"Dual and primal estimators under stochastic errors in the input demands"
Mauricio Bittencourt (Ohio State University and Federal University of Parana, Brazil)
"A dynamic oligopoly structural model for the prescription drug market
after patent expiration"
Andrew Ching (Ohio State University)
"The Gauss-Markov theorem and spurious regressions"
Masao Ogaki (Ohio State University) and Chi-Young Choi (University of New Hampshire)
4:00 p.m. End of meeting